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Open AccessMathematicsBusinessEconomics

Pricing and hedging derivative securities in markets with uncertain volatilities

M. Avellaneda, Arnon Levy, Antonio Par

1995.6.1Applied Mathematical Finance

DOI: 10.1080/13504869500000005

Abstract

Abstract is not available.

Citation format

AVELLANEDA, M.; LEVY, Arnon; PAR, Antonio. Pricing and hedging derivative securities in markets with uncertain volatilities. Applied Mathematical Finance, 1995, 2: 73–88.